GCM

GCM Alpha Fund B

Year-to-Date
N/A
Minimum Investment
125,000
Management Fee 2.00%
Performance Fee 10.00%
Annualized Volatility 24.77%
Sharpe (RFR=1%) 0.24
CAROR 4.13%
Assets 2,300,000
Worst Drawdown -28.12
S&P Correlation -0.16

Summary

The GCM Alpha Fund aims to achieve substantial long term capital appreciation through compound growth. It is designed to provide exposure to trends in the global foreign exchange markets. This is achieved by trading a diversified portfolio of currency forwards using advanced systematic trading models based on statistically-derived algorithms. Short-term trades and long-term trend following are combined using both multiple time frames and systems. The success of the program does not rely on favorable conditions in any particular market or on general appreciation of asset values.